相关论文: Dynamical Inference for Transitions in Stochastic …
This work focuses on topics related to Hamiltonian stochastic differential equations with L\'{e}vy noise. We first show that the phase flow of the stochastic system preserves symplectic structure, and propose a stochastic version of…
A new type of noised-induced phase transitions that should occur in systems of elements with motivated behavior is considered. By way of an example, a simple oscillatory system {x,v} with additive white noise is analyzed numerically. A…
We consider dynamical systems evolving near an equilibrium statistical state where the interest is in modelling long term behavior that is consistent with thermodynamic constraints. We adjust the distribution using an entropy-optimizing…
Distribution-dependent stochastic dynamical systems arise widely in engineering and science. We consider a class of such systems which model the limit behaviors of interacting particles moving in a vector field with random fluctuations. We…
We analyze the performance of a data-assimilation algorithm based on a linear feedback control when used with observational data that contains measurement errors. Our model problem consists of dynamics governed by the two-dimension…
Four-dimensional variational data assimilation (4D-Var) on a seasonal-to-interdecadal time scale under the existence of unstable modes can be viewed as an optimization problem of synchronized, coupled chaotic systems. The problem is tackled…
The phenomenon of an excitable system producing a pulse under external or internal stimulation may be interpreted as a stochastic escape problem. This work addresses this issue by examining the Morris-Lecar neural model driven by symmetric…
Almost sure asymptotic stabilization of a discrete-time switched stochastic system is investigated. Information on the active operation mode of the switched system is assumed to be available for control purposes only at random time…
Whereas the importance of transient dynamics to the functionality and management of complex systems has been increasingly recognized, most of the studies are based on models. Yet in realistic situations the models are often unknown and what…
Most environmental phenomena, such as wind profiles, ozone concentration and sunlight distribution under a forest canopy, exhibit nonstationary dynamics i.e. phenomenon variation change depending on the location and time of occurrence.…
We perform dynamical analysis on a stochastic Rosenzweig-MacArthur model driven by {\alpha}-stable L\'evy motion. We analyze the existence of the equilibrium points, and provide a clear illustration of their stability. It is shown that the…
We study a system whose dynamics are governed by predictions of its future states. A general formalism and concrete examples are presented. We find that the dynamical characteristics depend on how to shape the predictions as well as on how…
The problem of noise-induced escape from a metastable state arises in physics, chemistry, biology, systems engineering, and other areas. The problem is well understood when the underlying dynamics of the system obey detailed balance. When…
The aim of this paper is to study the dynamical behavior of non-autonomous stochastic lattice systems with Markovian switching. We first show existence of an evolution system of measures of the stochastic system. We then study the pullback…
This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…
We investigate a transition from chaotic to nonchaotic behavior and synchronization in an ensemble of systems driven by identical random forces. We analyze the synchronization phenomenon in the ensemble of particles moving with friction in…
In this paper, we study the limiting behavior for stochastic differential equations driven by non-Gaussian alpha-stable Levy noise as alpha approaches 2. We first prove the convergence of solutions for system driven by alpha-stable Levy…
We study the averaging principle for a family of multiscale stochastic dynamical systems. The fast and slow components of the systems are driven by two independent stable L\'evy noises, whose stable indexes may be different. The…
We present an efficient and validated method for approximating the stationary measures of random dynamical systems with smooth additive noise. The approach leverages the strong regularizing properties of the associated transfer operator…
Interpreting partial information collected from systems subject to noise is a key problem across scientific disciplines. Theoretical frameworks often focus on the dynamics of variables that result from coarse-graining the internal states of…